In Martin Scorsese's The Wolf of Wall Street, Leonardo DiCaprio gives his "largest and best screen performance, one in which he lets loose as he never has before, is not protective of vanity or a sense of cool and, one feels, gets completely to the bottom of his character," writes The Hollywood Reporter's film critic Todd McCarthy in his review. "Caution was not an option with this characterization; the word does not exist for the actor or the character."

So it's perhaps not surprising that DiCaprio literally let it all hang out to play hedonistic financier Jordan Belfort on and off Wall Street. Primarily, in the bedroom.

"It was all me, pal," he humorously told Extra of the film's sex scenes (many cuts were made to avoid an NC-17 rating). "All the flopping around, all the everything was all me."

Still, he didn't have too many reservations about all the indecent exposure. "When you take on a character like this and you want to accurately reflect the nature of who these people are, you just gotta do it. You can't think about yourself, because it's not me, it's a depiction of somebody else."

Though the actor was previously known for his own wild partying, he said he was, "Nothing like this -- sheesh!" and laughed, "Please don't compare me with this dude at all! Are you out of your mind?"

DiCaprio also explained that his portrayal of the character has been a passion of his for a long time.

"This is the second project in my life that I've kind of stuck with for six years and have been obsessed with playing," he said, adding that the other was Howard Hughes in The Aviator. "I felt like [Belfort] kind of represented everything that's wrong in America today. His attitude was something that I felt needed to be put up on the screen."